The Long-Run Behavior of Consumption and Wealth Dynamics in Complete Financial Market with Heterogeneous Investors.
Darong DaiPublished in: J. Appl. Math. (2014)
Keyphrases
- financial markets
- long run
- agent based models
- exchange rate
- short run
- stock market
- investment strategies
- expected cost
- stock price
- infinite horizon
- heavy traffic
- risk management
- optimal policy
- fractional brownian motion
- average reward
- technical indicators
- queueing networks
- average cost
- trading systems
- portfolio theory
- financial institutions
- trading strategies
- control policy
- black scholes
- financial time series
- markov decision processes
- dynamical systems
- search space
- search algorithm